Yes this can be setup using the relational mod. Searching more than one database at a time is not possible, but it seems you may not need to do this. You could add custom searh forms within each database to search the others.

You might want to check out the FAQ noted below under the section "Multi & Relational" where you will find many related threads.

You might view under Example the thread called "Three way Relationship" as this may be very useful for your project.

Hope this helps

Unoffical DBMan FAQ
http://webmagic.hypermart.net/dbman/